HSBC WAR. CALL 12/25 DAP/ DE000HS2R6J8 /
10/18/2024 9:36:44 PM | Chg.+0.130 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.280EUR | +2.52% | 5.290 Bid Size: 25,000 |
5.330 Ask Size: 25,000 |
Danaher Corporation | 240.00 USD | 12/19/2025 | Call |
Master data
WKN: | HS2R6J |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Danaher Corporation |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 USD |
Maturity: | 12/19/2025 |
Issue date: | 10/31/2023 |
Last trading day: | 12/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.82 |
Leverage: | Yes |
Calculated values
Fair value: | 4.47 |
---|---|
Intrinsic value: | 2.95 |
Implied volatility: | 0.30 |
Historic volatility: | 0.21 |
Parity: | 2.95 |
Time value: | 2.26 |
Break-even: | 273.72 |
Moneyness: | 1.13 |
Premium: | 0.09 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.04 |
Spread %: | 0.77% |
Delta: | 0.75 |
Theta: | -0.04 |
Omega: | 3.61 |
Rho: | 1.59 |
Quote data
Open: | 5.240 |
---|---|
High: | 5.340 |
Low: | 5.160 |
Previous Close: | 5.150 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.33% | ||
---|---|---|---|
1 Month | -2.04% | ||
3 Months | +40.05% | ||
YTD | +40.43% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.300 | 4.920 |
---|---|---|
1M High / 1M Low: | 5.390 | 4.680 |
6M High / 6M Low: | 6.200 | 3.530 |
High (YTD): | 8/1/2024 | 6.200 |
Low (YTD): | 1/15/2024 | 3.240 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.164 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.143 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.882 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 75.99% | |
Volatility 6M: | 85.43% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |